+309.0%
GGLL vs MNDY
-25.6%
+334.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.5% | -3.9% |
| 7D | -3.9% | -14.1% | +10.2% | -0.8% |
| 30D | -15.4% | -8.5% | -6.9% | -14.1% |
| 3M | -21.9% | -2.5% | -19.4% | -22.1% |
| 6M | +4.5% | +0.1% | +4.4% | +2.1% |
| YTD | -2.4% | -45.0% | +42.6% | +8.9% |
| 1Y | +57.8% | -58.1% | +115.9% | +86.6% |
| 3Y | +227.2% | -52.6% | +279.8% | +242.8% |
| All | +309.0% | -25.6% | +334.7% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MNDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling